I get "..........\.jalbum\.info (Access is denied)" when I try to activate any widget..
The album is listed under my profile on jalbum.net and
I have activated "Include jAlbum widget support"
I have activated "AutoWidgetInjection"

Not sure where the error message is coming from, but on your album, widgets are active. In fact, they've been activated twice.

Open the saved album project, then edit the skin properties file (ALT-S). Do not check autoWidgetInjection - Turtle takes care of that internally, which is why it wasn't checked in the first place. Then make your album again, and upload it again.

ETA: Once that's done, go to your profile page - https://carnock.jalbum.net - hover on the thumbnail for the album, and choose Edit album. Then, on the right, select the widgets you want to use in the album.